We propose an innovative femtosecond laser writing approach, based on a reel-to-reel configuration, allowing the fabrication of arbitrary long optical waveguides in coreless optical fibers directly through the coating. We report few meters long waveguides operating in the near-infrared (near-IR) with propagation losses as low as 0.055 ± 0.004 dB/cm at 700 nm. The refractive index distribution is shown to be homogeneous with a quasi-circular cross section, its contrast being controllable via the writing velocity. Our work paves the way for the direct fabrication of complex arrangements of cores in standard and exotic optical fibers.